Robert B. Gramacy
Professor of Statistics

R Packages

Multivariate normal inference under monotone missingness

monomvn is
an R package for estimation of multivariate normal and
Student-t data of arbitrary dimension where the pattern of missing data is monotone.
Through the use of parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge, etc.), where standard
regressions fail, the package can handle a nearly arbitrary amount of missing data.